import pandas as pd

# df_data是tick级别的数据，合成5分钟后，数据字段没有改变的，不会说，tick没有开高低收，合成的bar会有开高低收
df_data.resample('5T').last()

# 示例结果
>>>
Resample dataframe to 2T
--------                             #RIC  Bid Price  Bid Size  Ask Price  Ask Size  isLimitUpLimitDown
Date-Time
2020-04-10 14:30:00+08:00  DCJK0     1769.5       3.0     1770.5      19.0                 0.0
2020-04-10 14:32:00+08:00  DCJK0     1769.0      10.0     1770.0       5.0                 0.0
2020-04-10 14:34:00+08:00  DCJK0     1770.0       3.0     1771.5      10.0                 0.0
2020-04-10 14:36:00+08:00  DCJK0     1771.0       6.0     1772.0      33.0                 0.0
2020-04-10 14:38:00+08:00  DCJK0     1771.0       1.0     1772.5       8.0                 0.0
...                          ...        ...       ...        ...       ...                 ...
2020-04-16 14:50:00+08:00  DCJK0     1779.5       5.0     1780.5       2.0                 0.0
2020-04-16 14:52:00+08:00  DCJK0     1779.5       1.0     1780.0       2.0                 0.0
2020-04-16 14:54:00+08:00  DCJK0     1779.5       1.0     1780.5       6.0                 0.0
2020-04-16 14:56:00+08:00  DCJK0     1779.5       2.0     1780.5       3.0                 0.0
2020-04-16 14:58:00+08:00  DCJK0     1781.5       3.0     1782.0      16.0                 0.0